Generalized Look-Ahead Methods for Computing Stationary Densities. R. Anton Braun. Research Department, Federal Reserve Bank of Atlanta, Atlanta, Georgia, r ...

Jun 19, 2012 · The look-ahead estimator is used to compute densities associated with Markov processes via simulation. We study a framework that extends the ...

Oct 11, 2011 · Abstract. The look-ahead estimator is used to compute densities associated with Markov processes via simulation. We study a framework that ...

The look-ahead estimator is used to compute densities associated with Markov processes via simulation. We study a framework that extends the look-ahead ...

By R. Braun, Huiyu Li and John Stachurski; Abstract: The look-ahead estimator is used to compute densities associated with Markov processes via simulation.

The look-ahead estimator is used to compute densities associated with Markov processes via simulation. We study a framework that extends the look-ahead ...

This page collects files and computer code for the paper Generalized Look-Ahead Methods for Computing Stationary Densities by R. Anton Braun, Huiyu Li and John ...

We introduce a new class of density estimators, termed look-ahead density estimators, for per- formance measures associated with a Markov chain.

Generalized Look-Ahead Methods for Computing Stationary Densities · Generalized Look-Ahead Methods for Computing Stationary Densities (pp. 489-500). R. Anton ...